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Título : Handbook of econometrics
Tipo de documento: TEXTO IMPRESO
Autores: James J. Heckman, ; Edward E. Leamer,
Editorial: Amsterdam : Elsevier Science
Fecha de publicación: 2001
Colección: Handbooks in Economics num. 2
Número de páginas: 3843 p.
Dimensiones: 25 cm.
ISBN/ISSN/DL: 0-444-82340-9
Nota general: La Biblioteca posee el Vol. 5
Idioma : Inglés (eng)
Descriptores: Econometría ; Economía planificada ; INDICADORES ECONOMICOS ; MODELO ECONOMETRICO
Clasificación: 330.43 Econometría
Nota de contenido: Volumen I: 1.Linear algebra and matrix methods in econometrics – 2.Statistical theory and econometrics – 3.Economic and econometric models – 4.Identification – 5.Model choise and specification analysis – 6.Nonlinear regression models – 7.Specification and estimation of simultaneous Equation models – 8.Exact small sample Theory in the simultaneous equations model – 9.Bayesian analysis of simultaneous Equation systems – 10.Based estimation – 11.Estimation for dirty data and flawed model – 12.Computational problems and methods – Volumen II: 13.Wald.likelihood ratio,and lagrange multiplier tests in Econometrics – 14.Multiple Hypothesis testing – 15.Aproximating the Distributions of econometric Estimators ans test statistics – 16.Monte carlo experimentation in econometrics – 17.Time series and spectral methods in econometrics – 18.Dynamic specification – 19.Inference and causality economic time series models – 20.Continuos time stochastic models and issues of Aggregation over time – 21.Random and changing coefficient models – 22.Panel data – 23.Latent variable models in econometrics – 24.Econometric analysis of qualitative response models – Volumen iii: 25.Economic data issues – 26.Functional forms in econometric model building – 27.Limited dependent variables – 28.Desequilibrium,self-selection.and switching models – 29.Econometric analysis of longitudinal data – 30.Demand analysis – 31.Econometric methods for modeling producer behavior – 32.Labir econometrics – 33.Evaluating and predictive accuracy of models – 34.Econometric approaches to stabilization policy in stochastic models of macroecnomic fluctuational - 35.Economic policy formation – Volumen IV: 36.Large sample estimation and hipothesis testing – 37.Empirical procces methods econometrics – 38.Applied nonparametric methods – 39.Methodology and theory for the bootstrap – 40.Classical Estimation methods for LDV models using simulation – 41.Estimation of semiparametric models – 42.Restrictions of economic theory in nonparametric methods – 43.Analog Estimation of econometric models – 44.Testing non-nested Hypotheses – 45.Estimation and indeference for dependent processes – 46.Unit Roots ,strucrural breaks and trends – 47.Vector autoregression and cointegration – 48.Aspects modelling nonliniear time series – 49.Arch models – 50.State-space – 51.Structural Estimation of Markov decision processes – Volumen V : 52.The bootstrap – 53.Panel data models :some recent development – 54.Interaction-based models – 55.Interactin models :specification,identification and multiple durations – 56.Computationally intensive methods:computation and indeference – 57.Markov chain monte carlo methods :computation and indeference – 58.Calibration – 59.Meansurement Error in survey data.
Ubicación : 330.43 H448 v.5
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